Ridge Regression in Practice
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Publication:4134746
DOI10.2307/2683673zbMATH Open0361.62060OpenAlexW4256619705MaRDI QIDQ4134746FDOQ4134746
Authors: Donald Marquardt, Ronald D. Snee
Publication date: 1975
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2683673
Cited In (57)
- Number of predictors and multicollinearity: What are their effects on error and bias in regression?
- A note about the corrected VIF
- On mitigating collinearity through mixtures
- Surrogate models in ill-conditioned systems
- Some properties of a class of biased regression estimators
- On improved estimation under additional information
- Revision: variance inflation in regression
- Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators
- Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
- Using improved estimation strategies to combat multicollinearity
- A revised Cholesky decomposition to combat multicollinearity in multiple regression models
- On exact small sample properties of the minimax generalized ridge regression estimators
- A new robust ridge parameter estimator based on search method for linear regression model
- Adaptive fitting of linear mixed-effects models with correlated random effects
- Enhanced ridge regressions
- Least trimmed squares ridge estimation in partially linear regression models
- LASSO and shrinkage estimation in Weibull censored regression models
- Degenerate Gaussian factors for probabilistic inference
- Transformation of variables and the condition number in ridge estimation
- Collinearity: revisiting the variance inflation factor in ridge regression
- Gaussian functional regression for output prediction: model assimilation and experimental design
- A class of biased estimators based on QR decomposition
- Residualization: justification, properties and application
- Developing ridge estimation method for median regression
- Obtaining a threshold for the Stewart index and its extension to ridge regression
- Longitudinal profiles of bounded outcome scores as predictors for disease activity in rheumatoid arthritis patients: a joint modeling approach
- Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
- Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective
- Recursive ridge regression using second-order stochastic algorithms
- Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity
- Designs enhancing Fisher information
- Partial ridge regression under multicollinearity
- Predictive modeling in a steelmaking process using optimized relevance vector regression and support vector regression
- A generalized ridge regression estimator and its finite sample properties
- Confronting collinearity in environmental regression models: evidence from world data
- The accuracy of least squares calculations with the Cholesky algorithm
- A simulation study of deterministic ridge estimators
- R3P-Loc: a compact multi-label predictor using ridge regression and random projection for protein subcellular localization
- Anomalies in the Foundations of Ridge Regression
- Diagnosis and quantification of the non-essential collinearity
- Equivariance of ridge estimators through standardization, a note
- Dynamics of single-species population growth: Experimental and statistical analysis
- Scalable Algorithms for the Sparse Ridge Regression
- Standardization of Variables and Collinearity Diagnostic in Ridge Regression
- A stability analysis of the geostatistical approach to aquifer transmissivity identification
- Reviving some geometric aspects of shrinkage estimation in linear models
- Feature Selection: From the Past to the Future
- Estimation of the signal-to-noise in the linear regression model
- Analysis of the condition number in the raise regression
- Determining the optimal ridge parameter in logistic regression
- Least square regression with multinomials of restricted amplitudes
- On the practice of rescaling covariates
- Deep partial least squares for instrumental variable regression
- A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
- Comment: Ridge Regression, Ranking Variables and Improved Principal Component Regression
- A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies
- A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart
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